CME Canadian Dollar Future June 2021
Trading Metrics calculated at close of trading on 29-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2021 |
29-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
0.7807 |
0.7795 |
-0.0013 |
-0.2% |
0.7861 |
High |
0.7822 |
0.7851 |
0.0030 |
0.4% |
0.7885 |
Low |
0.7766 |
0.7769 |
0.0004 |
0.0% |
0.7766 |
Close |
0.7817 |
0.7813 |
-0.0005 |
-0.1% |
0.7813 |
Range |
0.0056 |
0.0082 |
0.0026 |
46.4% |
0.0119 |
ATR |
0.0057 |
0.0059 |
0.0002 |
3.1% |
0.0000 |
Volume |
225 |
176 |
-49 |
-21.8% |
1,057 |
|
Daily Pivots for day following 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8057 |
0.8017 |
0.7858 |
|
R3 |
0.7975 |
0.7935 |
0.7835 |
|
R2 |
0.7893 |
0.7893 |
0.7828 |
|
R1 |
0.7853 |
0.7853 |
0.7820 |
0.7873 |
PP |
0.7811 |
0.7811 |
0.7811 |
0.7821 |
S1 |
0.7771 |
0.7771 |
0.7805 |
0.7791 |
S2 |
0.7729 |
0.7729 |
0.7797 |
|
S3 |
0.7647 |
0.7689 |
0.7790 |
|
S4 |
0.7565 |
0.7607 |
0.7767 |
|
|
Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8178 |
0.8114 |
0.7878 |
|
R3 |
0.8059 |
0.7995 |
0.7845 |
|
R2 |
0.7940 |
0.7940 |
0.7834 |
|
R1 |
0.7876 |
0.7876 |
0.7823 |
0.7849 |
PP |
0.7821 |
0.7821 |
0.7821 |
0.7807 |
S1 |
0.7757 |
0.7757 |
0.7802 |
0.7730 |
S2 |
0.7702 |
0.7702 |
0.7791 |
|
S3 |
0.7583 |
0.7638 |
0.7780 |
|
S4 |
0.7464 |
0.7519 |
0.7747 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7885 |
0.7766 |
0.0119 |
1.5% |
0.0067 |
0.9% |
39% |
False |
False |
211 |
10 |
0.7945 |
0.7766 |
0.0180 |
2.3% |
0.0064 |
0.8% |
26% |
False |
False |
293 |
20 |
0.7945 |
0.7766 |
0.0180 |
2.3% |
0.0061 |
0.8% |
26% |
False |
False |
203 |
40 |
0.7945 |
0.7722 |
0.0224 |
2.9% |
0.0052 |
0.7% |
41% |
False |
False |
164 |
60 |
0.7945 |
0.7528 |
0.0418 |
5.3% |
0.0049 |
0.6% |
68% |
False |
False |
137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8200 |
2.618 |
0.8066 |
1.618 |
0.7984 |
1.000 |
0.7933 |
0.618 |
0.7902 |
HIGH |
0.7851 |
0.618 |
0.7820 |
0.500 |
0.7810 |
0.382 |
0.7800 |
LOW |
0.7769 |
0.618 |
0.7718 |
1.000 |
0.7687 |
1.618 |
0.7636 |
2.618 |
0.7554 |
4.250 |
0.7421 |
|
|
Fisher Pivots for day following 29-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7812 |
0.7825 |
PP |
0.7811 |
0.7821 |
S1 |
0.7810 |
0.7817 |
|